This can be done with the -suest- command. See the (substantively nonsensical) example below:
*-------------begin example--------------------
sysuse auto, clear
reg price foreign
est store regprice
reg mpg weight
est store regmpg
suest regprice regmpg
test [regprice_mean]foreign=[regmpg_mean]weight
*-------------------------end example-----------------------
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Narasimhan Sowmyanarayanan
Sent: maandag 26 juni 2006 17:29
To: [email protected]
Subject: st: comparing regression coefficients across models
Dear Statalist.
I have two models say y1 = a + bx1+cx2+e and y2 = a2 + (b1)x3+(c1)
x4+e. I want to compare if b1 = b after running the respective
regressions. I tried to store the estimates and use "test [equation1
name] _b[coefficientname] = [equation2 name] _b[coefficientname]".
I guess that stata stores only the last estimates. also when I use the
above command I get a error
=exp required
r(100);
I am not sure what I am doing wrong. Would be grateful for pointers.
Thanks.
*
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*
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